ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 127-165 128-240 1-075 1.0% 126-025
High 128-305 129-005 0-020 0.0% 127-215
Low 127-160 128-025 0-185 0.5% 125-305
Close 128-180 128-070 -0-110 -0.3% 127-035
Range 1-145 0-300 -0-165 -35.5% 1-230
ATR 0-243 0-247 0-004 1.7% 0-000
Volume 1,400,092 1,356,190 -43,902 -3.1% 6,244,042
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 131-080 130-215 128-235
R3 130-100 129-235 128-152
R2 129-120 129-120 128-125
R1 128-255 128-255 128-098 128-198
PP 128-140 128-140 128-140 128-111
S1 127-275 127-275 128-042 127-218
S2 127-160 127-160 128-015
S3 126-180 126-295 127-308
S4 125-200 125-315 127-225
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-022 131-098 128-018
R3 130-112 129-188 127-186
R2 128-202 128-202 127-136
R1 127-278 127-278 127-085 128-080
PP 126-292 126-292 126-292 127-032
S1 126-048 126-048 126-305 126-170
S2 125-062 125-062 126-254
S3 123-152 124-138 126-204
S4 121-242 122-228 126-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-005 126-250 2-075 1.7% 0-246 0.6% 64% True False 1,061,765
10 129-005 125-295 3-030 2.4% 0-259 0.6% 74% True False 1,226,863
20 129-005 125-295 3-030 2.4% 0-237 0.6% 74% True False 1,090,680
40 130-200 125-295 4-225 3.7% 0-250 0.6% 49% False False 552,584
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-000
2.618 131-150
1.618 130-170
1.000 129-305
0.618 129-190
HIGH 129-005
0.618 128-210
0.500 128-175
0.382 128-140
LOW 128-025
0.618 127-160
1.000 127-045
1.618 126-180
2.618 125-200
4.250 124-030
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 128-175 128-064
PP 128-140 128-058
S1 128-105 128-052

These figures are updated between 7pm and 10pm EST after a trading day.

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